//+------------------------------------------------------------------+ //| Volatility_Ratio.mq5 | //| Copyright 2018, MetaQuotes Software Corp. | //| https://mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2018, MetaQuotes Software Corp." #property link "https://mql5.com" #property version "1.00" #property description "Volatility Ratio oscillator" #property indicator_separate_window #property indicator_buffers 1 #property indicator_plots 1 //--- plot VR #property indicator_label1 "VR" #property indicator_type1 DRAW_LINE #property indicator_color1 clrMediumBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 //--- input parameters input int InpPeriod=14; // Period //--- indicator buffers double BufferVR[]; //--- global variables int period; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set global variables period=int(InpPeriod<1 ? 1 : InpPeriod); //--- indicator buffers mapping SetIndexBuffer(0,BufferVR,INDICATOR_DATA); //--- setting indicator parameters IndicatorSetString(INDICATOR_SHORTNAME,"Volatility Ratio ("+(string)period+")"); IndicatorSetInteger(INDICATOR_DIGITS,Digits()); IndicatorSetInteger(INDICATOR_LEVELS,1); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,0.5); IndicatorSetDouble(INDICATOR_MINIMUM,0.01); IndicatorSetDouble(INDICATOR_MAXIMUM,1.0); //--- setting buffer arrays as timeseries ArraySetAsSeries(BufferVR,true); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator iteration function | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { //--- Установка массивов буферов как таймсерий ArraySetAsSeries(open,true); ArraySetAsSeries(high,true); ArraySetAsSeries(low,true); ArraySetAsSeries(close,true); //--- Проверка и расчёт количества просчитываемых баров if(rates_total1) { limit=rates_total-2; ArrayInitialize(BufferVR,EMPTY_VALUE); } //--- Расчёт индикатора for(int i=limit; i>=0 && !IsStopped(); i--) { int bl=Lowest(period,i); int bh=Highest(period,i); if(bl==WRONG_VALUE || bh==WRONG_VALUE) continue; double min=low[bl]; double max=high[bh]; double pr=fmax(max,open[i+period-1])-fmin(min,open[i+period-1]); double hl=fabs(high[i]-low[i]); double hc=fabs(high[i]-close[i+1]); double lc=fabs(low[i]-close[i+1]); double tr=fmax(hl,fmin(hc,lc)); BufferVR[i]=tr/(pr!=0 ? pr : 1.0); } //--- return value of prev_calculated for next call return(rates_total); } //+------------------------------------------------------------------+ //| Возвращает индекс максимального значения таймсерии High | //+------------------------------------------------------------------+ int Highest(const int count,const int start) { double array[]; ArraySetAsSeries(array,true); if(CopyHigh(Symbol(),PERIOD_CURRENT,start,count,array)==count) return ArrayMaximum(array)+start; return WRONG_VALUE; } //+------------------------------------------------------------------+ //| Возвращает индекс максимального значения таймсерии Low | //+------------------------------------------------------------------+ int Lowest(const int count,const int start) { double array[]; ArraySetAsSeries(array,true); if(CopyLow(Symbol(),PERIOD_CURRENT,start,count,array)==count) return ArrayMinimum(array)+start; return WRONG_VALUE; } //+------------------------------------------------------------------+